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Testing goodness‐of‐fit of the logistic regression model in case–control studies using sample reweighting
Author(s) -
Nagelkerke Nico,
Smits Jeroen,
le Cessie Saskia,
van Houwelingen Hans
Publication year - 2004
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.1997
Subject(s) - goodness of fit , logistic regression , statistics , sample (material) , sample size determination , econometrics , factor regression model , regression analysis , computer science , mathematics , proper linear model , polynomial regression , chemistry , chromatography
A new goodness‐of‐fit test for the logistic regression model is proposed. It exploits the property of this model that when it is correct, i.e. not misspecified, the parameter estimates are (asymptotically) invariant under reweighting the observations by weights w i that are a function of the binary (0/1) outcomes y i . Misspecification of the model can thus be concluded when parameter estimates change under reweighting. A local test, considering weights of the form w i =(1 + ε y i ) is explored. The test is especially suitable for case–control studies but may be used in other contexts as well. Copyright © 2005 John Wiley & Sons, Ltd.